steam room vs sauna

steam room and sauna both are nouns.

Word	Noun	Adjective	Verb	Adverb
steam room	Yes	No	No	No
sauna	Yes	No	No	No

As nouns, sauna is a hyponym of steam room; that is, sauna is a word with a more specific, narrower meaning than steam room:

steam room: a room that can be filled with steam in which people bathe; `vapour bath' is a British term
sauna: a Finnish steam bath; steam is produced by pouring water over heated rocks

Other hyponyms of steam room include sweat room, Turkish bath.

steam room (noun)	sauna (noun)
a room that can be filled with steam in which people bathe; `vapour bath' is a British term	a Finnish steam bath; steam is produced by pouring water over heated rocks